-41.1%
QS vs RACE
-15.2%
-25.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.7% |
| 30D | -8.1% | -1.5% | -6.5% | -7.3% |
| 3M | -27.0% | +15.5% | -42.5% | -32.1% |
| 6M | -16.4% | +17.3% | -33.7% | -23.3% |
| YTD | -46.4% | +11.1% | -57.5% | -49.7% |
| 1Y | -41.1% | -14.3% | -26.8% | -36.6% |
| All | -41.1% | -15.2% | -25.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling